deribit_basis_carry_long_v19

not live
9
closed trades
33%
win rate
-65.02
total pnl ($)
1.008
weight
7d window — n=3 wr=33% pnl=-23.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 01:38:07 (26.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189873_29187
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 07:55BTCBuy63667.2→64174.8+3.37timeout
06-18 15:40BTCBuy64427.2→62775.5-13.32stop_loss
06-17 11:02BTCBuy66391.3→64684.4-13.40stop_loss
06-13 20:58BTCBuy63373.2→64259.8+6.50timeout
06-09 14:47BTCBuy62726.1→61118.4-13.27stop_loss
06-06 04:27BTCBuy61367.1→59796.1-13.25stop_loss
06-04 00:29BTCBuy65148.3→63481.1-13.24stop_loss
06-02 07:02BTCBuy71606.6→69763.6-13.40stop_loss
05-30 06:33BTCBuy72826.6→73630.3+4.99timeout

Paper vs Live

Paper (trades.jsonl)
9
closed
33%
win rate
-65.02
total pnl ($)
-143.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC933%-143.3-65.02

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems